+4,753.5%
AZN vs COO
+50,639.2%
-45,885.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +0.7% | -7.0% | +7.8% | +1.3% |
| 3M | -10.5% | +12.2% | -22.7% | -11.4% |
| 6M | -19.3% | -15.1% | -4.2% | -18.3% |
| YTD | -10.6% | -15.1% | +4.5% | -9.5% |
| 1Y | +0.5% | +2.3% | -1.8% | +0.2% |
| 3Y | +25.9% | -23.7% | +49.5% | +27.6% |
| 5Y | +52.4% | -38.9% | +91.3% | +56.4% |
| 10Y | +220.8% | +49.9% | +170.9% | +208.5% |
| All | +4,753.5% | +50,639.2% | -45,885.7% | +3,952.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling